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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: re: bootstrap coefficient vector from 2SLS IV regression |

Date |
Tue, 24 Nov 2009 20:13:03 -0500 |

<> Problem seems to arise when you put tempvars into a regression and then return the coefficients: my guess is that the matrix stripes are messed up by the fact that these tempvar names do not exist outside the program, and when bootstrap gets the coeff vector back its names are poorly defined. Works fine with explicit variables: webuse sysdsn1, clear capture program drop proca_reg program define proca_reg, eclass tempvar es tempname beta mlogit insure age male nonwhite capt drop p1 p2 predict p1, outcome(1) predict p2, outcome(2) // predict `p3', outcome(3) don't need all outcomes in regression regress patid p1 p2 age male nonwhite g byte es = e(sample) mat `beta' = e(b) ereturn post `beta', esample(es) end bootstrap _b, saving(regmlogit,replace) : proca_reg Note that you do not need all the predicted outcomes in the model, as they are collinear. You can calculate the missing outcome with lincom. Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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